CME Euro FX (E) Future March 2012


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 1.4145 1.4191 0.0046 0.3% 1.4289
High 1.4210 1.4191 -0.0019 -0.1% 1.4306
Low 1.4145 1.4191 0.0046 0.3% 1.4033
Close 1.4201 1.4191 -0.0010 -0.1% 1.4201
Range 0.0065 0.0000 -0.0065 -100.0% 0.0273
ATR 0.0094 0.0088 -0.0006 -6.4% 0.0000
Volume 2 2 0 0.0% 11
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4191 1.4191 1.4191
R3 1.4191 1.4191 1.4191
R2 1.4191 1.4191 1.4191
R1 1.4191 1.4191 1.4191 1.4191
PP 1.4191 1.4191 1.4191 1.4191
S1 1.4191 1.4191 1.4191 1.4191
S2 1.4191 1.4191 1.4191
S3 1.4191 1.4191 1.4191
S4 1.4191 1.4191 1.4191
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.4999 1.4873 1.4351
R3 1.4726 1.4600 1.4276
R2 1.4453 1.4453 1.4251
R1 1.4327 1.4327 1.4226 1.4254
PP 1.4180 1.4180 1.4180 1.4143
S1 1.4054 1.4054 1.4176 1.3981
S2 1.3907 1.3907 1.4151
S3 1.3634 1.3781 1.4126
S4 1.3361 1.3508 1.4051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4306 1.4033 0.0273 1.9% 0.0024 0.2% 58% False False 2
10 1.4556 1.4033 0.0523 3.7% 0.0020 0.1% 30% False False 2
20 1.4556 1.3926 0.0630 4.4% 0.0010 0.1% 42% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4191
2.618 1.4191
1.618 1.4191
1.000 1.4191
0.618 1.4191
HIGH 1.4191
0.618 1.4191
0.500 1.4191
0.382 1.4191
LOW 1.4191
0.618 1.4191
1.000 1.4191
1.618 1.4191
2.618 1.4191
4.250 1.4191
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 1.4191 1.4168
PP 1.4191 1.4145
S1 1.4191 1.4122

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These figures are updated between 7pm and 10pm EST after a trading day.

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